Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80280.7108 | 25059.5356 | 55221.1752 | 56709.9236 | -25271.3673 | 81981.2909 |
Total P&L (%) | 80.2807 | 25.0595 | 55.2212 | 56.7099 | -25.2714 | 81.9813 |
Avg Daily Profit (%) | 0.1541 | 0.0481 | 0.106 | 0.0863 | -0.0559 | 0.115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62771 | -76057 | -18486 | -170452 | -191388 | -36019 |
Profit Factor | 1.2235 | 1.0931 | 1.613 | 1.0822 | 0.9516 | 1.4899 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 173 | 85 | 88 | 173 | 85 | 88 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 72.0833 | 70.8333 | 73.3333 | 72.0833 | 70.8333 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.4739 | 0.4501 | 0.5866 | 0.4191 | 0.3918 | 0.5418 |
Largest Winning Trade | 17022 | 17022 | 6491 | 26723 | 26723 | 8210 |
Largest Losing Trade | -33693 | -33693 | -17251 | -77519 | -77519 | -36019 |
Avg Bars in Trades | 103 | 183 | 22 | 103 | 183 | 22 |
Avg Bars in Winners | 57 | 102 | 14 | 57 | 102 | 14 |
Avg Bars in Losers | 220 | 382 | 43 | 220 | 382 | 43 |
Bars Traded | 24773 | 22060 | 2713 | 24773 | 22060 | 2713 |
Profit Streak | 0 | 6.5616 | 0 | 0 | 6.5616 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314234 | -249358 | -49373 | -206833 | -578192 | -37087 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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